+7.7%
AAL vs DFNS
-99.6%
+107.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -18.3% | +24.7% | +6.7% |
| 7D | +8.3% | -27.7% | +36.0% | +9.1% |
| 30D | +6.2% | -58.0% | +64.2% | +8.2% |
| 3M | -17.7% | -94.0% | +76.3% | -13.0% |
| 6M | +15.4% | -94.6% | +110.0% | +18.4% |
| YTD | -11.1% | -99.4% | +88.3% | +0.9% |
| 1Y | +7.7% | -99.6% | +107.4% | +25.7% |
| All | +7.7% | -99.6% | +107.4% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded DFNS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling